The safebrowsing API that the browser uses would have marked it as dangerous/suspecious. The only way to download such files is by disabling safebrowsing but this is not advisable.
If you are really sure that the setup doesn’t contain malware and wont affect your machine you can disable safe browsing from privacy and download the file. Do note you would be doing this at your own risk
I went ahead and downloaded the file. It seems to not have done anything unexpected; I do have a good antivirus so hopefully all is well. The program in question is a file comparison program I have dealt with many times.
I did not have a capture a screenshot for you, unfortunately.